Jupiter's atmosphere is made up of a lot of hydrogen, but because it's so massive the pressure exerted on this hydrogen will make it turn into a liquid, and eventually even a metallic layer towards the core. The Galileo spacecraft dropped a probe into the atmosphere and it made it about 150miles before burning up - that's not very far in terms of Jupiter's size! It may be a gas giant, but it's far from just a cloud!

Another thing to consider with something like an asteroid is that the speeds it is likely travelling at will mean it will strike like somebody belly-flopping into a swimming pool! The impact will still be significant even if it does penetrate quite far. Jupiter's gravitational pull will also mean that objects that strike it are unlikely to achieve escape velocity and exit the other side.

Whilst Jupiter is made of gas it is not a cloud as we think of them! It's atmosphere is mostly hydrogen, but there is such pressure exerted on it that as you descend towards the core it will form a liquid, and eventually even a metallic substance! The Galileo spacecraft dropped a probe into the atmosphere and it burned up after about 150 miles - that's not too far given the size of the planet!

An additional thing to consider is the speed of impact. An asteroid would likely be travelling at a significant pace, and so would hit like somebody belly-flopping into a swimming pool. Jupiter's massive gravitational pull would also mean that anything that got deep into its atmosphere wouldn't be able to achieve escape velocity and fly out the other side.

If you remer when the comet Shoemaker-Levy 9 hit jupiter they resulted in at least 4 explosions on the "surface" of jupiter. THe oters answered you correctly on the hydrogen part. I guess you could think of it liike water. When it is in its gas form there might be very little resistance so still som' as a liquid it offers more though an object more dense will sink right through it but in a frozen form you can walk on itand this is under normal pressure.